If maggiebee asked Stephen Hawking what was outside the Universe he would probably indeed reply, if pressed enough, "I don't know". If, on the other hand, maggiebee asked Hawing (or me, for that matter) what is outside a four-dimensional compact Lorentzian Manifold, then he would be able to answer confidently, with absolute certainty, "nothing, unless there is a manifold of higher dimension in which the 4-manifold exists".
At this point perhaps you would be no further forward, but there you go. In fact this is what my posts (and Kidas's) are trying to describe, with perhaps limited success. But, to be fair, it is very difficult indeed to describe such complicated mathematical structures without using any of the actual mathematics at all. And, even with those terms to hand (and, as I have expressed elsewhere, I am very far from an expert on the mathematics of General Relativity), it's very hard to picture it properly myself.
But the point I am ultimately hoping to make is that, while indeed the answer is, ultimately, that we don't know, at least these days we are getting closer and closer to knowing what the right question is.